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Add bounds to BHHH

Open segsell opened this issue 3 years ago • 1 comments

Add bounds to BHHH algorithm.

To-Do:

  • [x] Implement box constraints
  • [x] Refactor
  • [x] Add more test cases

segsell avatar Aug 16 '22 11:08 segsell

Codecov Report

Merging #376 (f1626cd) into main (79e8a0e) will increase coverage by 0.05%. The diff coverage is 96.66%.

@@            Coverage Diff             @@
##             main     #376      +/-   ##
==========================================
+ Coverage   92.88%   92.93%   +0.05%     
==========================================
  Files         223      223              
  Lines       17396    17525     +129     
==========================================
+ Hits        16158    16287     +129     
  Misses       1238     1238              
Impacted Files Coverage Δ
tests/optimization/test_pounders_integration.py 100.00% <ø> (+7.54%) :arrow_up:
src/estimagic/optimization/bhhh.py 91.34% <93.10%> (+8.01%) :arrow_up:
tests/optimization/test_bhhh.py 100.00% <100.00%> (ø)
...magic/optimization/subsolvers/_trsbox_quadratic.py 84.55% <0.00%> (-0.82%) :arrow_down:
src/estimagic/optimization/subsolvers/bntr.py 87.20% <0.00%> (ø)

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codecov[bot] avatar Aug 16 '22 11:08 codecov[bot]